Notice how a correctly loaded and blended brush should look. The paint fills the brush 3/4ths of the way up the brush, but does not get into the ferrule of the brush. When the brush is loaded correctly, your strokes should feel as though the bristles glide.
If the brush is coarse or splits, you do not have enough paint on the brush. Reload the brush as needed, but do not blend on the palette after each reload or your paint will start to become muddy in your brush, with the colors blending together.